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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

4,574 documents

MQL5 code base

MAMy Expert is an expert advisor based on the MAMy v3 indicator. It compares moving averages calculated from the close, the average of open, high, low, and close (OHLC4), and the open. It opens a long position when the close-based average is above the OHLC4…

ForexTrend followingTechnical indicatorsExecution
MQL5 code base

This expert advisor aims to trade range-bound conditions in EURUSD and GBPUSD. An ONNX model classifies the market as sideways, bullish, or bearish using nine inputs, including EMA200 slope, distance from the average, ATR, candle structure, breakout…

ForexMean reversionMachine learningRisk management
MQL5 code base

The Schaff Trend Cycle is described as a bounded oscillator that combines a MACD line with two successive stochastic calculations. Its design aims to track cyclical acceleration and deceleration in currency trends while reducing choppiness during trends and…

ForexTechnical indicatorsTrend followingMomentum
ProRealCode

The document describes THV Coral, a forex-oriented indicator presented as a trend direction signal or filter. It applies a cascade of six recursive smoothing stages to closing prices, then combines intermediate outputs into a single Coral line. The line is…

ForexTechnical indicatorsTrend following
MQL5 code base

The document describes an expert advisor that uses three fast moving averages to generate trade entries and exits, including signals when the averages cross. It suggests applying the approach to currency pairs on a 15-minute chart and using longer time…

ForexTechnical indicatorsRisk management
MQL5 code base

This document describes an expert advisor that checks for breakouts around a reference level set from the opening price of the day. On a new bar, it can open a buy when the previous bar is bullish and price crosses above the reference plus a configured point…

ForexBreakoutExecutionRisk management
MQL5 code base

The document describes a chart indicator that automatically plots Fibonacci levels and includes a Fibonacci channel. Each plotted level is accompanied by its percentage and corresponding price, making the tool a visual aid for examining possible retracement…

Technical indicatorsForexEquities
MQL5 code base

The document describes a forex trading expert advisor that draws three trend lines from fractal points and opens trades when price breaks out of a converging consolidation. It says the tool can be used on multiple time frames and major forex pairs, as well…

ForexBreakoutTechnical indicatorsRisk management
MQL5 code base

This MetaTrader 5 expert advisor uses the ColorSchaffWPRTrendCycle oscillator to generate trades when its value crosses an overbought or oversold level. The signal is evaluated when a bar closes, so the described trigger depends on a completed candle rather…

ForexTechnical indicatorsTrend followingBacktesting
ProRealCode

This document describes an ICT-style chart indicator that marks trading-session windows, shorter Silver Bullet periods, and Fair Value Gaps (FVGs). It gives New York time ranges for the Asian, London, New York, and London-close Kill Zones, and for three…

Technical indicatorsVolatilityForexRisk management
ProRealCode

This example describes an automated EUR/USD mini-contract strategy on a three-minute chart, intended to trade during a restricted daily time window. It enters long when price is below a prior value of an exponential average adjusted downward by a volatility…

ForexMean reversionTechnical indicatorsBacktesting
MQL5 code base

This brief description introduces an MQL5 Expert Advisor called UmnickTrade, framed by its author as an adaptive trading system. It refers to a general idea of aligning a trader-defined function with market behavior and says the implementation uses a…

ForexExecutionRisk managementBacktesting
MQL5 code base

This Expert Advisor combines two AbsolutelyNoLagLwma indicators on separate timeframes. The slower indicator sets the prevailing trend by its line direction, while the faster one times entries when its direction changes. A trade signal is considered at bar…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor trades signals from the AroonHornSign indicator. A signal is generated at the close of a bar when a colored point appears. The advisor requires the compiled indicator file, while an accompanying library is described as supporting brokers…

ForexTechnical indicatorsBacktesting
MQL5 code base

The dashboard tracks live bid–ask spread alongside the minimum, maximum, and average spread over a rolling window. It changes its visual warning state when a selected condition is met, helping traders spot spread expansion around news, session transitions,…

Risk managementExecutionMarket microstructureForex
MQL5 code base

The Candle Range indicator displays a selected candle's high-to-low range in pips when the user points to it in MetaTrader. An optional setting adds the open-to-close body size, while another switches from the normal range to true range, which includes any…

Technical indicatorsForexVolatility
MQL5 code base

The indicator finds recent swing highs and lows with a ZigZag calculation, then plots Fibonacci retracements at 50%, 61.8% and 78.6%. It highlights the area between the latter two as a potential pullback zone. The proposed use is to look for a retracement…

Technical indicatorsTrend followingForexCommodities
MQL5 code base

The document describes JJRSXCandle, an indicator that renders values produced by the JJRSX algorithm as a sequence of candlesticks. Its stated rationale is that this visual format may make the processed price time series more informative for analysis in some…

Technical indicatorsForex
MQL5 code base

This document describes an Expert Advisor that maintains independent buy and sell positions, each closed by a fixed take-profit or stop-loss. Its entry signal comes from a two-parameter exponential smoothing model: one state estimates the price level and…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

The indicator modifies the Awesome Oscillator by calculating short and long exponential moving averages, expressing their difference in pip units, and smoothing that series with another moving average. Its inputs control the two EMA periods and the smoothing…

Technical indicatorsForex
MQL5 code base

This document outlines a simple swing-trading framework using three exponential moving averages with different lookback periods. The longest average is used to identify broad trend direction, while the middle average is treated as an intermediate trend…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This Expert Advisor combines two IBS-RSI-CCI indicators to trade in the direction of a slower trend while using a faster trend signal to time entries. The slow indicator sets the trend direction from its main and signal lines; the fast indicator identifies a…

ForexTrend followingTechnical indicatorsBacktesting
MQL5 code base

This indicator combines a straight-line regression to estimate trend direction with a curved regression channel to represent changing support and resistance. It measures price dispersion using root-mean-square deviation, then applies Fibonacci coefficients…

ForexTechnical indicatorsTrend followingVolatility
MQL5 code base

The Expert Advisor described here uses a Color Schaff–DeMarker Trend Cycle indicator to generate signals around overbought and oversold conditions. It acts when a bar closes with a breakthrough of the zero level, making the close the stated signal timing.…

ForexTechnical indicatorsBacktesting